/// <summary>
/// Example: to get 15 minute bars,
/// interval = ChartInterval.Minute
/// period = 15
/// </summary>
/// <param name="market"></param>
/// <param name="interval"></param>
/// <param name="period"></param>
/// <param name="startDate"></param>
/// <param name="endDate">Leave endDate = null for realtime (endDate = current date)</param>
static public EZChartDataSeries MakeChartData(EZInstrument instrument, ezBarInterval barInterval, DateTime startDate, DateTime?endDate = null)
{
Market market = APIMain.MarketFromInstrument(instrument);
// Load the data for the selected market.
BarInterval interval = new BarInterval(APIConvert.ToChartInterval(barInterval.Interval), barInterval.Period);
ChartDataSeries ctsChartData = new ChartDataSeries(market, interval, SessionTimeRange.Empty);
var session = new ezSessionTimeRange();
EZChartDataSeries chartData = new EZChartDataSeries(market.Description, barInterval, session);
var chartThread = new ChartDataThread(ctsChartData, chartData, startDate, endDate);
var thread = new Thread(new ThreadStart(chartThread.Run));
thread.Name = market.Description + ":" + barInterval;
thread.Start();
return(chartData);
//dataPoints = new List<ezBarDataPoint>();
/*foreach (HistoricalQuote hq in historical)
* {
* ezBarDataPoint dp = new ezBarDataPoint(hq.Open, hq.High, hq.Low, hq.Close, 0, hq.Volume);
* dataPoints.Add(dp);
* }*/
}
public DataProviderMarketData() : base()
{
uiControl = null;
uiModifyControl = null;
DataUpdate += DataProviderMarketData_DataUpdate;
api = APIMain.Instance;
}
public TestSpreadsForm()
{
InitializeComponent();
api = APIMain.Instance;
api.OnInsideMarketUpdate += api_OnInsideMarketUpdate;
}
private void RequestChartData(EZInstrument instrument, zChartInterval interval, int period)
{
ChartDataForm chartForm;
// Set EndDate to the current trading date.
//DateTime dtEndDate = selectedContract.GetTradeDate(DateTime.Now);
DateTime dtEndDate = DateTime.Now;
DateTime dtStartDate;
// Pick a different start date depending on if we are viewing DAYS, HOURS, MINUTES, etc...
if (interval == zChartInterval.Week)
{
dtStartDate = dtEndDate.AddMonths(-16);
}
else if (interval == zChartInterval.Day)
{
dtStartDate = dtEndDate.AddMonths(-5);
}
else if (interval == zChartInterval.Minute)
{
dtStartDate = dtEndDate;
if (period <= 15) // 15 minute (or less) bars
{
dtStartDate = dtStartDate.AddTradeHours(-4);
}
else // more than 15 minute bars
{
dtStartDate = dtStartDate.AddTradeDays(-2);
}
}
else
{
// Anything we haven't covered, we'll load a couple days (not ideal - needs to be improved).
dtStartDate = dtEndDate;
dtStartDate = dtStartDate.AddTradeDays(-3);
/*// This little loop here will ensure that we load the previous trade date as well as today and will account for weekends
* // and holidays.
* while ((selectedContract.GetTradeDate(dtStartDate) == dtEndDate))
* {
* dtStartDate = dtStartDate.AddDays(-1);
* }*/
}
// Create a BarInterval object to tell the API what bar interval we want.
// So for example, if we wanted a 15 minute bar, we would do: New ezBarInterval(zChartDataType.Minute, 15)
ezBarInterval ezbi = new ezBarInterval(interval, period);
IChartDataProvider provider = new ChartDataProviderCTS(instrument.Name + " : " + ezbi, ezbi, ezSessionTimeRange.Empty);
chartForm = new ChartDataForm(provider);
WinForms.SetWaitCursor(true);
//provider.LoadHistoricalChartData(APIMain.MarketFromInstrument(instrument), dtStartDate, dtEndDate);
provider.LoadRealTimeChartData(APIMain.MarketFromInstrument(instrument), dtStartDate);
chartForm.Show();
}
public DataProviderExcel()
: base()
{
uiControl = null;
uiModifyControl = null;
DataUpdate += DataProviderTradeDetail_DataUpdate;
api = APIMain.Instance;
}
public override void UpdateProviderFromPropertyValues()
{
selectedMarketQuoteItem = prop["QuoteItem"];
ezInstrumentKey instrumentKey = APIFactory.InstrumentKeyFromString(prop["InstrumentKey"]);
currentInstrument = APIMain.InstrumentFromKey(instrumentKey);
//api.SubscribeToInstrument(instrument.Key);
api.OnInsideMarketUpdate += api_OnInsideMarketUpdate;
api_OnInsideMarketUpdate(currentInstrument);
}
public SimpleExecutionEngine()
{
api = APIMain.Instance;
api.OnFill += api_OnFill;
executionStatus = new Dictionary <string, ExecutionStatus>();
orders = new Dictionary <string, List <EZOrder> >();
fills = new Dictionary <string, List <EZFill> >();
}
public ChartSelectorDialog()
{
InitializeComponent();
api = APIMain.Instance;
foreach (string intervalName in Enum.GetNames(typeof(zChartInterval)))
{
comboChartInterval.Items.Add(intervalName);
}
comboChartInterval.SelectedIndex = 0;
}
public DataProviderTradeDetail() : base()
{
uiControl = null;
uiModifyControl = null;
DataUpdate += DataProviderTradeDetail_DataUpdate;
// Create the ItemGroup that will represent the choices of
// Trade Detail available to the user.
itemGroup = new SelectedItemGroup("TradeDetail");
InitializeItemGroup();
api = APIMain.Instance;
}
public APITestForm()
{
InitializeComponent();
api = APIMain.Instance;
bool autoSubscribeInstruments = false;
bool subscribeMarketDepth = true;
bool subscribeTimeAndSales = false;
// Change the following line to use LoginType.Universal
// for Universal Login to API:
UserInteractionAPIStart(autoSubscribeInstruments, subscribeMarketDepth, subscribeTimeAndSales);
}
private void SendOrder(zBuySell buySell, zOrderType orderType, int qty, double price)
{
//OrderRoute.GetOrderRoute(this, this.Market.Name);
/*ezOrderProfile prof = new ezOrderProfile(OrderRoute.OrderFeed, TTAPI_Instrument);
* prof.BuySell = buySell;
* prof.OrderType = orderType;
* prof.OrderQuantity = ezQuantity.FromInt(this, qty);
* prof.LimitPrice = ezPrice.FromDouble(this, price);
* prof.AccountType = OrderRoute.AccountType;
* prof.AccountName = OrderRoute.AccountName;
* TTAPI_Instrument.Session.SendOrder(prof);
*/
APIMain.SendOrder();
}
private void RequestChartData(EZInstrument instrument, zChartInterval interval, int period)
{
// Set EndDate to the current trading date.
//DateTime dtEndDate = selectedContract.GetTradeDate(DateTime.Now);
DateTime dtEndDate = DateTime.Now;
DateTime dtStartDate;
zChartInterval enBarInterval = zChartInterval.Hour;
if (interval == zChartInterval.Day)
{
enBarInterval = zChartInterval.Day;
// User select Day bars, load a few months of them.
dtStartDate = dtEndDate.AddMonths(-3);
}
else
{
enBarInterval = interval;
// User selected non-Day bars (Hour, Minute, etc.), load a couple of days of them.
dtStartDate = dtEndDate;
dtStartDate = dtStartDate.AddDays(-3);
/*// This little loop here will ensure that we load the previous trade date as well as today and will account for weekends
* // and holidays.
* while ((selectedContract.GetTradeDate(dtStartDate) == dtEndDate))
* {
* dtStartDate = dtStartDate.AddDays(-1);
* }*/
}
// Create a BarInterval object to tell the API what bar interval we want.
// So for example, if we wanted a 15 minute bar, we would do: New ezBarInterval(zChartDataType.Minute, 15)
ezBarInterval oBarIntvl = new ezBarInterval(enBarInterval, period);
string chartName = instrument.Name + " : " + oBarIntvl;
IChartDataProvider provider = new ChartDataProviderCTS(chartName, oBarIntvl, ezSessionTimeRange.Empty);
if (LoadingNewChart != null)
{
LoadingNewChart(provider);
}
this.SetChartDataProvider(provider);
WinForms.SetWaitCursor(true);
provider.LoadHistoricalChartData(APIMain.MarketFromInstrument(instrument), dtStartDate, dtEndDate);
}
private void itemAddToFavorites_Click(object sender, EventArgs e)
{
//ListViewItem selectedItem = marketListView.SelectedItems[0];
Market rightClickMarket = markets[marketListView.FocusedItem.Name];
// Add to favorites.
var item = new ListViewItem(rightClickMarket.Description);
item.Name = rightClickMarket.Description;
item.ImageKey = "market";
favoritesListView.Items.Add(item);
// Add to the Favorites List we maintain behind the scenes.
favoritesList.Add(rightClickMarket);
//api.SaveXmlMarketList(MarketListFromListView(favoritesListView), APIMain.GetAPIDirectory("XML") + "MarketListFavorites.xml");
api.SaveXmlMarketList(favoritesList, APIMain.GetAPIDirectory("XML") + "MarketListFavorites.xml");
}
// Initialise the api when the application starts.
private void frmMain_Load(object sender, System.EventArgs e)
{
string loginUsername = txtUsername.Text;
string loginPassword = txtPassword.Text;
api = APIMain.Instance;
/*api.OnInitialize += new InitializeHandler(api_OnInitialize);
* api.OnInstrumentFound += new InstrumentFoundHandler(api_OnInstrumentFound);
* api.OnInsideMarketUpdate += new InsideMarketHandler(api_OnInsideMarketUpdate);
* api.OnFill += api_OnFill;
* api.OnOrder += api_OnOrder;*/
btnConnect.Enabled = false;
splashForm.Status = "attempting to login...";
api.LoginFailure += api_LoginFailure;
api.LoginSuccess += api_LoginSuccess;
//api.StartUserInteraction();
api.StartAPIUnattended(txtUsername.Text.Trim(), txtPassword.Text.Trim(), "CTS");
}
public APIMarketSelectForm()
{
try
{
InitializeComponent();
api = APIMain.Instance;
exchanges = api.GetExchangeDictionary();
selectedExchange = null;
selectedContract = null;
selectedMarket = null;
DialogResult = DialogResult.Abort;
// Start off in List view.
toolStripMenuItem4.Checked = true;
previouslySelectedMenuItem = toolStripMenuItem4;
marketListView.View = View.List;
// Load Favorites from Xml file.
favoritesList = api.LoadXmlMarketList(APIMain.GetAPIDirectory("XML") + "MarketListFavorites.xml");
// Store these Favorites for easy use and access.
favoritesMarkets = new Dictionary <string, Market>();
foreach (Market market in favoritesList)
{
favoritesMarkets[market.Description] = market;
}
// And display the favorites on the FavoritesListView.
PopulateListView(favoritesListView, favoritesList);
currentlyViewing = MarketSelectViewType.EXCHANGES;
UpdateDisplay();
}
catch (Exception ex)
{
ExceptionHandler.TraceException(ex);
}
}
public override void UpdateProviderFromPropertyValues()
{
//selectedMarketData = prop["QuoteItem"];
ezInstrumentKey instrumentKey = APIFactory.InstrumentKeyFromString(prop["InstrumentKey"]);
// Get historical data for 1-hour "bars".
EZInstrument instrument = APIMain.InstrumentFromKey(instrumentKey);
zChartInterval interval = zChartInterval.Hour;
int period = 1;
// TODO analyze different time periods (ex: different hours of the trading session) to
// get a better "AverageVolumePerTimePeriod" calculation.
EZChartDataSeries historicalData = api.RequestHistoricalData(instrument, interval, period);
if (historicalData == null)
{
averageVolumePerTimePeriod = prop["AverageVolumePerTimePeriod"] ?? 0;
timePeriodLength = prop["TimePeriodLengthMinutes"] ?? 0.0;
}
else
{
int totalVolume = 0;
int volumeCount = 0;
foreach (ezBarDataPoint dp in historicalData.TradeBars)
{
totalVolume += dp.Volume;
++volumeCount;
}
double averageVolumePerHour = (double)totalVolume / (double)volumeCount;
timePeriodLength = 5.0; // five minutes
averageVolumePerTimePeriod = (int)Math.Round(averageVolumePerHour / 20.0);
}
currentInstrument = APIMain.InstrumentFromKey(instrumentKey);
//api.SubscribeToInstrument(instrument.Key);
api.OnInsideMarketUpdate += api_OnInsideMarketUpdate;
api_OnInsideMarketUpdate(currentInstrument);
}
public TradeBuilderForm()
{
InitializeComponent();
api = APIMain.Instance;
this.DialogResult = DialogResult.Abort;
initialTradeNameText = txtTradeName.Text;
// Default to a buy-side entry.
entrySide = zBuySell.Buy;
tradeStepPanels = new CircularLinkedList <TradeRulePanelControl>();
tradeStepPanels.AddFirst(panelPreconditions);
tradeStepPanels.AddLast(panelStop);
tradeStepPanels.AddLast(panelExit);
tradeStepPanels.AddLast(panelEntry);
ChangeActivePanel(tradeStepPanels.Head);
ruleChooserForm = new RuleChooserForm(this);
ruleChooserForm.RuleSelect += ruleChooserForm_RuleSelect;
}
public UIControlChart()
{
InitializeComponent();
activeIndicators = new IndicatorMap();
InitializeChart();
this.MouseWheel += ChartDataForm_MouseWheel;
foreach (string intervalName in Enum.GetNames(typeof(zChartInterval)))
{
comboChartInterval.Items.Add(intervalName);
}
comboChartInterval.SelectedIndex = 0;
// Trigger the ActiveChartChanged method to populate the initial indicator list.
ActiveChartChanged();
status.Text = "Select a time period and interval, and use the [Select market...] button to display a chart.";
api = APIMain.Instance;
}
public DataProviderMomentum() : base()
{
// For the momentum indicator, we will start off assuming we are in the
// "collecting data" state (which will change to "READY" when the DataProvider
// has enough data that it can begin returning calculations.
//dataProviderState = DataProviderState.COLLECTING_DATA;
// Start off with ZERO momentum. As the indicator changes, POSITIVE values means market moving UP with
// momentum. NEGATIVE values means market moving DOWN with momentum.
momentum = 0.0;
uiControl = null;
uiModifyControl = null;
DataUpdate += DataProviderMarketData_DataUpdate;
lastPrint = null;
lastPrintQty = null;
lastPrintTotalVolume = 0;
timeFrames = new VolumeTimeFrames();
api = APIMain.Instance;
}
public static ezPrice operator --(ezPrice price)
{
ezPrice ezp = APIMain.DecrementTick(price.instrument, price);
return(ezp);
}
